• 제목/요약/키워드: solution verification

검색결과 438건 처리시간 0.028초

CLOSED-FORM SOLUTIONS OF AMERICAN PERPETUAL PUT OPTION UNDER A STRUCTURALLY CHANGING ASSET

  • Shin, Dong-Hoon
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • 제15권2호
    • /
    • pp.151-160
    • /
    • 2011
  • Typically, it is hard to find a closed form solution of option pricing formula under an asset governed by a change point process. In this paper we derive a closed-form solution of the valuation function for an American perpetual put option under an asset having a change point. Structural changes are formulated through a change-point process with a Markov chain. The modified smooth-fit technique is used to obtain the closed-form valuation function. We also guarantee the optimality of the solution via the proof of a corresponding verification theorem. Numerical examples are included to illustrate the results.

래칫 휠의 자동설계와 유한요소해석을 이용한 검증에 관한 연구 (A Study on the Verification Using Finite Element Analysis and Automatic Design of Ratchet Wheel)

  • 김민주;이승수;전언찬
    • 한국공작기계학회논문집
    • /
    • 제11권3호
    • /
    • pp.45-50
    • /
    • 2002
  • This study is an investigation far the Am optimum design using FEA. We write out program which express ADS perfectly and reduce the required time far correcting of model to the minion in solution md manufacture result. We complete algorithm which can plan optimum forming of model by feedback error information in CAE. Then we contract model by feedbback date obtaining in solution process, repeat course following stress solution again iud do modeling rachet wheel for optimum forming. That is our aim. In cachet wheel, greatest equivalence strss originates in key groove comer and KS standard is proved the design far security.

교량기초를 위한 석회암 공동지반의 지반보강 설계 및 시공 (A design and construction for reinforcement of bridge foundations on the limestone cavities)

  • 박종호;최용기;한현희;김태훈;박용원
    • 한국지반공학회:학술대회논문집
    • /
    • 한국지반공학회 2002년도 봄 학술발표회 논문집
    • /
    • pp.205-212
    • /
    • 2002
  • Carbonate rocks such as limestone are susceptible to solution and show numerous solution cavities. For the construction of the structures such as bridge foundations and tunnel on the limestone cavities, the geological unconformities developed in the bed rocks, cavity systems and the filling types of solution deposits should be surveyed and analyzed. And also, the stability of structures on the limestone cavities must be taken into consideration in the view of the geotechnical engineering. As a result of analysis of the foundation settlement, an economic and effective reinforcement method is to be proposed and the construction by the proposed method is to be accompanied with verification of reinforcement effect. This paper is a case study of design and construction for the reinforcement of bridge foundations on the limestone cavity covered with thick bedded colluvial soils.

  • PDF

Quantitative solution of size and dosage of capsules for self-healing of cracks in cementitious composites

  • Yuan, Haifeng;Chen, Huisu
    • Computers and Concrete
    • /
    • 제11권3호
    • /
    • pp.223-236
    • /
    • 2013
  • Self-healing (SH) technology of cracking is becoming a promising solution to improve the durability of cement based composites. However, little formula are available in the literature on determining the size and dosage of the self-healing capsules. Supposed that SH capsules will be broken and activated when they met cracks, a theoretical solution is developed to calculate the appropriate length of SH capsules based on Buffon's needle model. Afterwards, a method to calculate the dosage of capsules was proposed in terms of stereological theory. The reliability of the above mentioned theoretical methods was verified by computer simulation. An experiment of self-healing in mortar was performed as well, by which the theoretical models were verified.

Magnetic charge를 이용한 Axial-gap 전동기의 특성해석 (Characteristic Analysis of Axial-gap Motor using Magnetic Charge)

  • 이상호;김도진;홍정표
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2007년도 제38회 하계학술대회
    • /
    • pp.997-998
    • /
    • 2007
  • This paper deals with analytical solution concerning the image method using the magnetic charge instead of 3D FEA(finite element analysis) in the slotless single air-gap motor. The theory of analytical method and the design procedures are introduced. The reliability and validity of proposed analytical solution are verified through the comparison with the results of commercial 3D FE software. In addition, calculation time between proposed analytical solution and 3D FEA is compared. Finally, characteristics, such as Back-EMF and phase resistance, between calculated and experimental results are compared. From the verification with 3D FEA and experimental results, it is proved that presented analytical method provided very effective and precise results.

  • PDF

국내 도시철도 차량을 위한 FRACAS 기반의 신인성 관리 플랫폼 연구 (A Study on FRACAS-based Dependability Control Platform for Domestic Urban Railway Trains)

  • 장건;정창우;심동하
    • 한국IT서비스학회지
    • /
    • 제19권3호
    • /
    • pp.151-163
    • /
    • 2020
  • This paper describes a study on the FRACAS(Failure Reporting Analysis and Corrective Action System)-based dependability control platform for domestic urban railway trains. There are more demands for the verification of the dependability of trains as it becomes a regulation for train manufacturers to verify the dependability recently. Train manufacturers as well as railway operators need a effective FRACAS solution to perform the verification of the dependability. Yet current FRACAS solutions have limitations to support the verification processes effectively. This paper addresses the issues of current FRACAS solutions and suggests a FRACAS framework designed for the domestic urban railway trains. Service failure scenarios are standardized using the proposed availability model to implement a more user-friendly and reliable platform. A new FRACAS-based platform for the dependability control (SCARF®) has been developed to implement the suggested framework. The detail interfaces and functions of the platform are explained. The SCARF® platform is expected to engage the increasing demands for the dependability control successfully enhancing the reliability, maintainability, availability and safety of domestic urban railway trains eventually.

시뮬레이션을 이용한 함정 운용 시나리오 검증 자동화 연구: 승조원을 고려한 Crew Messroom 운용성 검증을 중심으로 (Study on Automation for Verification of Naval Ship's Operational Scenarios using Simulation: Focusing on Crew Messroom Case)

  • 오대균;이동건
    • 한국해양공학회지
    • /
    • 제27권1호
    • /
    • pp.24-30
    • /
    • 2013
  • The Korea Navy has been making constant efforts to apply M&S (modeling and simulation) to naval ship development, and the generalization of M&S for ship development is a trend. M&S for ship design is used for the V&V (verification and validation) of its design and operation, including design verification and ergonomic design that considers the crew using the Naval Ship Product Model. In addition, many parts of this M&S are repeatedly accomplished regardless of the kinds of ships. This study aims to standardize M&S, which repeatedly applies similar verifications for operation scenarios. A congestion assessment simulation for the major spaces of ships was the subject of the standardization based on the leading research results of various researchers, and a simulation automation solution was suggested. An information model using XML was proposed through the simulation automation concept, and a prototype system based on it was implemented. The usability was shown through a case study that verified the operability performance of the crew messroom.

NuDE 2.0: A Formal Method-based Software Development, Verification and Safety Analysis Environment for Digital I&Cs in NPPs

  • Kim, Eui-Sub;Lee, Dong-Ah;Jung, Sejin;Yoo, Junbeom;Choi, Jong-Gyun;Lee, Jang-Soo
    • Journal of Computing Science and Engineering
    • /
    • 제11권1호
    • /
    • pp.9-23
    • /
    • 2017
  • NuDE 2.0 (Nuclear Development Environment 2.0) is a formal-method-based software development, verification and safety analysis environment for safety-critical digital I&Cs implemented with programmable logic controller (PLC) and field-programmable gate array (FPGA). It simultaneously develops PLC/FPGA software implementations from one requirement/design specification and also helps most of the development, verification, and safety analysis to be performed mechanically and in sequence. The NuDE 2.0 now consists of 25 CASE tools and also includes an in-depth solution for indirect commercial off-the-shelf (COTS) software dedication of new FPGA-based digital I&Cs. We expect that the NuDE 2.0 will be widely used as a means of diversifying software design/implementation and model-based software development methodology.

함포 사격통제시스템 검증을 위한 시뮬레이션 환경 구축 및 개발진행단계에 따른 적용 방안 연구 (Naval Gun Fire Control System Simulation for Verification Depending on Development Phase)

  • 김의진
    • 한국시뮬레이션학회논문지
    • /
    • 제20권2호
    • /
    • pp.41-48
    • /
    • 2011
  • 함포 사격통제시스템은 수상함 전투체계에서 가장 사용빈도가 높은 무장 시스템으로 탄도 계산의 연산과정이 복잡할 뿐만 아니라 각종 레이더 및 센서등 자함에 탑재된 대부분의 장비로부터 정보를 수신하여 탄도계산을 수행하기 때문에 시뮬레이션을 통해 사전에 검증을 하는 것이 필요하다. 본 논문에서는 함포 사격통제시스템을 검증하기 위한 시뮬레이션 환경 구축 기법을 제안하였으며, 구축된 시뮬레이션 환경을 통해 무기체계의 개발진행단계별로 주어진 데이터를 최대한 활용하는 효율적이며 실용적인 시뮬레이션 방법을 제시하였다. 시뮬레이션을 통해 검증된 사격통제시스템은 실제 수상함 전투체계에 탑재되어 함포사격에서 우수한 결과를 얻었으며, 이를 통해 제안된 시뮬레이션 방법의 정확성 또한 입증되었다.

친환경 자동차용 통합형 전력변환장치의 개발 및 배터리 HILS를 이용한 LDC 검증에 관한 연구 (Development of the Integrated Power Converter for the Environmentally Friendly Vehicle and Validation of the LDC using Battery HILS)

  • 김태훈;송현식;이백행;이찬송;권철순;정도양
    • 전기학회논문지
    • /
    • 제63권9호
    • /
    • pp.1212-1218
    • /
    • 2014
  • For OBC (On-Board Charger) and LDC (Low DC-DC Converter) used as essential power conversion systems of PHEV (Plug-in Hybrid Electric Vehicle), system performance is required as well as reliability, which is need to protect the vehicle and driver from various faults. While current development processor is sufficient for embodying functions and verifying performance in normal state during development of prototypes for OBC and LDC, there is no clear method of verification for various fault situations that occur in abnormal state and for securing stability of vehicle base, unless verification is performed by mounting on an actual vehicle. In this paper, a CCM (Charger Converter Module) was developed as an integrated structure of OBC and LDC. In addition, diverse fault situations that can occur in vehicles are simulated by a simulator to artificially inject into power conversion system and to test whether it operates properly. Also, HILS (Hardware-in-the-Loop Simulation) is carried out to verify whether LDC is operated properly under power environment of an actual vehicle.